The surface meaning of the text: one came back to praise God. The deeper meaning: God's grace and love (giving) and our faith (receiving). Real faith presumes to trust God, as the lepers did, for they came to Jesus, God incarnate. We also come to God not with trepidation - for His perfect love drives out fear - but with trust.
The lepers knew that they were entirely unworthy to approach God, or even think of doing so. Leprosy was an unclean disease. Therefore, like them, our faith (before anything else) assures us that, though we are unworthy too, we may ask of God. Faith doesn't try to strike a deal with God, for it knows that whatever merit it has is from Christ alone.
This is a beautiful lesson about faith: it stands on His merits, not on ours. This is also a lesson about love: it gives, expecting no return. Jesus Christ's motivation for healing and doing other good deeds was not Himself, but us. He proclaimed through miracles the gracious kingdom of God. Doing good is not for the doer's benefit if it is motivated by selfless love - although the nine didn't thank God, they still remained healed of their disease.
The term for giving love is agape. To this neighborly love Jesus calls us. As Luther noted, faith + love = a complete description of a Christian. We receive from God (faith) and give to our neighbor (love). The reason: sin is like leprosy - each person is a leper by nature. Unless we are purified by God's grace through God-given faith, we cannot be clean. Therefore thank God, praise Him, because you have been healed by the High Priest. Sin no longer condemns, for Jesus died for sin. Only unbelief now condemns. Therefore believe on the Lord Jesus Christ, and you will be saved.
Soli Deo gloria.